Int. J. Contemp. Math. Sciences, Vol. 7, 2012, no.

19, 897 - 908

A Study on Fuzzy Complex Linear

Programming Problems
Youness, E. A.(1) and Mekawy, I. M.*(2)

(1) Department of Mathematics, Faculty of Science

Tanta University, Tanta, Egypt
eyouness1989@yahoo.com

(2) Ministry of Education A. R. E., Al-Imam Muhammad Ibn Sauid

Islamic University, Scientific Institute in Jouf
Jouf, Saudi Arabia

Abstract. In this paper we consider a certain kind of linear programming

problems. This kind, in which fuzzy complex number is the coefficient of the
objective function, is called fuzzy complex linear programming problem. Solutions
of this kind of problems will be characterized by deriving its fuzzy Kuhn-Tucker
conditions. The results include a duality relation between α -cut programming and
its dual are discussed. Also, we introduce the proof of Kuhn-Tucker stationary-
point necessary optimality theorem for our problem.

Keywords: Cone, polyhedral cone, fuzzy set, fuzzy number, α -cut programming
fuzzy complex number, complex programming.

1. Introduction
Since the concept of fuzzy complex numbers was first introduced by J. J.
Buckley in 1989 [6], many papers were devoted to studying the problems of the
concept of fuzzy complex numbers. This new branch subject will be widely
applied in fuzzy system theory, especially in fuzzy mathematical programming,
and will also be widely applied in complex mathematical programming. It is well
known that, complex programming, the extension to complex variables and
functions of mathematical programming was initiated by N. Levinson in [9], where
a duality theory for complex linear programming is given and the basic theorem of
linear inequalities are extended to the complex case. Similar results were
previously developed by Bellman and Fan in [1], for Hermitian matrices. This
work of Levinson was continued by Hanson and Mond in [3], where it is

*
Corresponding Author, e-mail: imekawy1971@yahoo.com
898 Youness, E. A. and Mekawy, I. M.

considered as an extensions to quadratic and non linear programming. The fuzzy set
theory has been applied to many disciplines such as control theory and management
sciences, mathematical modeling, operations research and many industrial
applications. The concept of fuzzy mathematical programming on general level was
first proposed by Tanaka et al. [4]. In the framework of the fuzzy decision of Bellman
and Zadeh [12]. Zimmermann [5] first introduced fuzzy linear programming as
conventional linear programming. He considered problem with a fuzzy goal and
fuzzy constraints, used linear membership functions and the min operator as an
aggregator for these functions, and assigned an equivalent problem to fuzzy linear
programming.This study focuses on fuzzy complex linear programming (FCLP)
problems. Hence, first some important concepts on fuzzy and complex mathematical
programming are mentioned.
This paper organized in 5 sections. In section 2, we give some necessary notations
and definitions of fuzzy set theory, and complex mathematical programming
problems. The concept of fuzzy complex numbers is introduced in section (3).
Formulation of fuzzy complex linear programming, and deriving Kuhn-Tucker
stationary point problem are presented in section 4. Finally, section 5 for conclusion.

2. Notations and Definitions

2.1. Notations:
- C n ( R n ) the n-dimensional complex (real) vector space over the field R n .
- C m ×n [ R m ×n ] the m × n complex [real] matrices.
- For A = ( ai j ) ∈ C m ×n :
A ≡ ( ai j ) − the conjugate,
A T ≡ ( a j i ) − the transpose,
A H ≡ A T − the conjugate transpose.
- For x = ( x i ) ∈ C n , y ∈ C n :
( x , y ) ≡ y H x − the inner product of x and y,
| x | ≡ ( | x i | ) ∈ R − the absolute value,
n

x ≡ ( x i ) − the conjugate,
Re x ≡ ( Re x i ) ∈ R n − the real part, of x
Im x ≡ ( Im x i ) ∈ R n − the imaginary part, of x
arg x ≡ ( arg x i ) − the argument of x.
- For a nonempty set S ⊂ C n :
S * ≡ { y ∈ C n : x ∈ S ⇒ Re ( y , x ) ≥ 0} − the dual (also polar) of S
- R +n ≡ { x ∈ R n : x i ≥ 0 ) ( i = 1, ..., n )} the nonnegative orthant of R n
x ≥ y denoted x − y ∈ R +n , for ( x , y ) ∈ R n .
Fuzzy complex linear programming problems 899

- For an analytic function f : C n → C and a point z 0 ∈ C n

⎛ ∂f ⎞
∇z f ( z 0 ) ≡ ⎜ ( z 0 ) ⎟ , ( i = 1, ..., n ) the gradient of f at z 0 .
⎝ ∂zi ⎠
2.2. Definitions
Definition 2.2.1. [1]. A non empty set S ⊂ C n is:
(a) convex if 0 ≤ λ ≤ 1 ⇒ λ S + (1 − λ ) S ⊂ S ,
(b) a cone if 0 ≤ λ ⇒ λ S ⊂ S ,
(c) a polyhedral cone if for some positive integer k and A ∈ C n ×k :
S = A R +k = { A x : x ∈ R +k } , i.e. S is generated by finitely many vectors (the
columns of A).
Definition 2.2.2. [7]. A fuzzy set a% in R is a set of ordered pairs:
a% = { ( x , μa% ( x ) ) : x ∈ R }} ,
μa% ( x ) is called the membership function of x in a%
μa% ( x ) : R → [ 0, 1] ,
if μa% ( x ) = 1 , the fuzzy set a% is called normal.
Definition 2.2.3. [7]. The support of a fuzzy set a% on R is the crisp set of all x ∈ R
such that μa% ( x ) > 0 .
Definition 2.2.4. The α - level set (cut set) of a fuzzy set a% is defined as an ordinary
set aα for which the degree of its membership function exceeds the level α :
aα = { x : μa% ( x ) ≥ α }, α ∈ [ 0, 1] .
Definition 2.2.5. [4]. A fuzzy set a% on R is convex if
μa% ( λ x + (1 − λ ) y ) ≥ min { μa% ( x ), μa% ( y )}, x , y ∈ R , and λ ∈ [ 0, 1] .
Note that, a fuzzy set is convex if all α -cuts are convex.
Definition 2.2.6. [5]. A fuzzy number a% is a convex normalized fuzzy set on the real
line R such that:
(1) It exists at least one x 0 ∈ R which μa% ( x 0 ) = 1 ,
(2) μa% ( x ) is piecewise continuous.
From the definition of a fuzzy number a% , it is significant to note that, the α -level set
aα of a fuzzy number a% can be represented by the closed interval which depends on
the value of α . Namely,
aα = { x ∈ R : μa% ( x ) ≥ α } = [ a − ( α ), a + ( α ) ] ,
where a − ( α ) or a + ( α ) represents the left or right extreme point of the α -level set
aα , respectively

3. Fuzzy Complex Numbers [2, 6, 8, 13]

The concept of fuzzy complex numbers was first introduced by J. J. Buckley in

1989, many papers were devoted to studying the problems of the concept of fuzzy
900 Youness, E. A. and Mekawy, I. M.

complex numbers. Uncertainty of complex valued physical quantities c = a + i b can

be described by complex fuzzy sets, such sets can be described by membership
functions μ ( a, b ) which map the universe of discourse (complex plane) into the
interval [ 0, 1] . The problem with this description is that it is difficult to directly
translate into words from natural language. To make this translation easier, several
authors have proposed to use, instead of a single membership function for describing
the complex number, several membership function which describe different real
valued characteristics of this number, such as its real part, its imaginary part, its
absolute value, etc. Thus, a natural idea is to represent a complex fuzzy number by
describing two real fuzzy numbers: a% and b% characterized by the corresponding
membership functions μa% ( a ), μb% ( b ) . In this approach, for every complex value
a + i b , i.e., for every pair ( a, b ) , the degree μ ( a , b ) with which this complex value is
possible can be defined as
μc% ( c ) = μc% ( a, b ) = min ( μa% ( a ), μb% ( b ) ) .

3.1 Preliminary Concepts

Let R be a set of real numbers, C = { x + i y : x ∈ R , y ∈ R , i = − 1 } a field of

complex numbers, a finite closed interval X = [ X − , X + ] is called a closed interval
number on R, I ( R ) denotes the set of all closed interval numbers on R.
For arbitrary intervals X = [ X − , X + ] , Y = [Y − , Y + ] ∈ R , Z = X + i Y = {x + i y ∈C
: x ∈ X , y ∈Y , i = − 1 } is called a closed complex interval number, I ( C ) =
{ Z = X + i Y : X , Y ∈ I ( R ), i = − 1} denotes the set of all closed complex interval
numbers on C, ∗′ = { +, −, ×, ÷ }′ is a binary operation on I ( C ) , (when
∗ = Z 1 ÷ Z 2 , 0 ∉ supp Z 2 ) .
Definition 3.1. For ∀ Z k = X k + i Y k = [ X k− , X k+ ] + i [Y k− , Y k+ ] ∈ I ( C ), ( k = 1, 2 ) ,
z 1 ∗ z 2 = { z : ∃ ( z 1 , z 2 ) ∈ Z1 × Z 2 , z = z 1 ∗ z 2 } and X = [ X − , X + ] , Y = [Y − , Y + ] ∈ I ( R ) .
Specifically, for k ∈ R + = [ 0, + ∞ ) , let k ⋅ X = [ k X − , k X + ] , let k ⋅ Z = ( k X ) + i ( k Y ) =
[ k X −, k X + ]+ i [ k Y −, k Y + ], let Z k = X k + i Y k ( k = 1, 2 ) ∈ I ( C ), Z 1 ⊆ Z 2 ⇔
X 1 ⊆ X 2 , Y 1 ⊆Y 2 . If X, Y are convex sets on R, Z ⊆C and
Z = { x + i y ∈C : x ∈ X , y ∈Y } ,
then Z is a convex set on C.
Definition 3.2. Let C be a field of complex number, mapping Z% : C → [ 0, 1] is called
a fuzzy complex set, Z% ( z ) is called the membership function of fuzzy set Z% for
z , F ( C ) = { Z% : Z% : C → [ 0, 1]} denotes all fuzzy complex sets on C.
Definition 3.3. Z%α = { z = x + i y ∈ C : Z% ( z ) = Z% ( x + i y ) ≥ α } is called α -cut set of Z% .
Fuzzy complex linear programming problems 901

Definition 3.4. Z%0 = supp Z% = { z = x + i y ∈C : Z% ( z ) = Z% ( x + i y ) > 0} is called support set of

Z% .
Definition 3.5. Z% ∈ F ( C ) is called a convex fuzzy complex set on C, if and only if
for ∀ α ∈ [ 0, 1], Z%α is a convex complex set on C.
Definition 3.6. Z% ∈ F ( C ) is a normal fuzzy complex set on C, if and only if
{ z ∈ C : Z% ( z ) = Z% ( x + i y ) = 1} ≠ φ .
Definition 3.7. A normal convex fuzzy complex set on C is called a fuzzy complex
number.

3.2. Buckley's Membership Function Description.

In order to describe a complex number C = a + i b , we must describe two real

numbers: its real
part a and its imaginary pat b. Thus, a natural idea is to represent a complex fuzzy
number
c% = a% + i b% ,
by describing two real fuzzy numbers: a% and b% (see [2]) characterized by the
corresponding membership functions μa% ( a ) and μb% ( b ) . In this approach, for every
complex value a + i b , i.e., for every pair ( a, b ) , the degree μc% ( c ) = μc% ( a, b ) with
which this complex value is possible can be defined as
μc% ( c ) = μc% ( a , b ) = min ( μa% ( a ), μb% ( b ) ) .
Then , for each α ∈ [ 0, 1] , the α -cut for the real part a% is an interval [ a − ( α ), a + ( α ) ] ,
the α -cut for the imaginary part is also an interval [ b − ( α ), b + ( α ) ] , and hence, the
α -cut for the resulting 2-D membership function
μc% ( c ) = min ( μa% ( a ), μb% ( b ) ) ,
is a rectangular "box" [ a − ( α ), a + ( α ) ] × [ b − ( α ), b + ( α ) ] . The boundary of this box
consists of two straight line segments, which are parallel to the a-axis, and of two
straight line segments which are parallel to the b-axis.

4. Fuzzy Complex Linear Programming

Consider the complex linear programming problem [1, 3, 9, 10]
⎧ min Re ( c , x )
⎪
( P1 ) ⎨ s. t
⎪ A x − b ∈T , x ∈ S ,
⎩
where, A ∈ C m ×n , c ∈ C n , and let S ⊂ C n and T ⊂ C m be closed convex cones.
902 Youness, E. A. and Mekawy, I. M.

The fuzzy complex linear programming can be formulated as:

⎧ min Re ( c% , x )
% ⎪
( P ) ⎨ s. t
⎪ A x − b ∈T , x ∈ S ,
⎩
where c% = a% + i b% is a fuzzy complex number, μc% ( c ) = min ( μa% ( a ), μb% ( b ) ) , for each
α ∈ [ 0, 1] , the α -cut for the real part a% is an interval [ a − ( α ), a + ( α ) ] , and the α -cut
for b% is [ b − ( α ), b + ( α ) ] , and hence the α -cut for the resulting 2-D membership
function μc% ( c ) = μc% ( a, b ) = min ( μa% ( a ), μb% ( b ) ) is
[ a − ( α ), a + ( α ) ] × [ b − ( α ), b + ( α ) ] ,
and it can be written in the following form
Lα = { c : μc% ( c ) ≥ α } ,
where c = a + i b , μc% ( c ) = min ( μa% ( a ), μb% ( b ) ) , α = ( α1 , α2 ) , μa% ( a ) ≥ α1 and μb% ( b ) ≥ α 2 .
The fuzzy complex linear programming ( P% ) can be converted to the deterministic α -
cut programming as
⎧ min Re ( c , x )
⎪ s. t
⎪
( Pα ) ⎨
⎪ A x − b ∈T , x ∈ S ,
⎪⎩ c ∈ Lα .
Choose cˆ ∈ Lα and characterize the solution of ( Pα ) corresponding to cˆ , i.e. we will
solve the problem
⎧ min Re ( cˆ, x )
⎪
( P ) ⎨ s. t
⎪ A x − b ∈T , x ∈ S ,
⎩
The dual problem of problem ( P ) is
⎧ max Re ( b , y )
⎪
( D ) ⎨ s. t
⎪
⎩ cˆ − A y ∈ S , y ∈T
H * *

where S * and T * are dual cones of S and T respectively.

Definition 4.1. A vector x 0 ∈ C n is
(i) a feasible solution of ( P ) is
A x 0 − b ∈T , x 0 ∈ S ,
(ii) an optimal solution of ( P ) if x 0 is feasible and Re ( cˆ, x 0 ) = min { Re ( cˆ, x ); x is
feasible }.
Definition 4.2. The problem ( P ) is
(i) consistent if it has feasible solutions,
(ii) unbounded if it is consistent, and if it has feasible solutions { x k ; k = 1, 2, ...}
with Re ( cˆ, x k ) → −∞ .
Fuzzy complex linear programming problems 903

Consistency and boundedness of ( D ) and feasibility and optimality of its

solutions, are similarly defined.
Definition 4.3. The Lagrangian of the problems ( P ) and ( D ) is
L ( x , y ) = Re{ ( cˆ, x ) − ( y , A x − b )}
= Re{ ( b , y ) + ( cˆ − A H y , x )}
Definition 4.4. The point ( x 0 , y 0 ) ∈ S ×T * is a saddle point of L ( x , y ) with respect
to S ×T * if
L ( x 0 , y ) ≤ L ( x 0 , y 0 ) ≤ L ( x , y 0 ) for all x ∈ S , y ∈T * .
A duality relations between ( P ) and ( D ) and a characterization of there optimal
solutions, (if such solutions exist) are given in the following theorem.
Theorem 4.1. [6]. Let S and T in problems ( P ) and ( D ) be polyhedral cones, then:
(a) If one of the problems is inconsistent then, the other is inconsistent or
unbounded.
(b) Let the two problems be consistent, and let x 0 be a feasible solution of ( P ) and
y 0 be a feasible of ( D ) . Then Re ( cˆ, x 0 ) ≥ Re ( b , y 0 ) .
(c) If both ( P ) and ( D ) are consistent, then they have optimal solutions and their
optimal values are equal.
(d) Let x 0 and y 0 be feasible solutions of ( P ) and ( D ) respectively. Then x 0 and
y 0 are optimal if and only if
Re{ ( A x 0 − b , y 0 ) + ( cˆ − A H y 0 , x 0 )} = 0 ,
or equivalently if and only if
Re ( A x 0 − b , y 0 ) = ( cˆ − A H y 0 , x 0 ) = 0 .
(e) The vectors x 0 ∈ C n and y 0 ∈ C m are optimal solutions of ( P ) and ( D )
respectively if and only if the point ( x 0 , y 0 ) is a saddle point of L ( x , y ) with
respect to S ×T * , in which case
L ( x 0 , y 0 ) = Re ( cˆ, x 0 ) = Re ( b , y 0 ) .
Now, let us return to the problem ( Pα ) , suppose that x 0 is a solution, the problem
becomes:
⎧ min Re ( c , x 0 )
⎪
⎨ s. t
⎪
⎩ A x − b ∈T , x ∈ S , c ∈ Lα ,
0 0

which is equivalent to
⎧ min Re ( c , x 0 )
⎪
⎨ s. t
⎪c ∈L ,
⎩ α

where Lα = { c : μc% ( c ) ≥ α }, α = ( α1 , α2 ) , c% = a% + i b% , μc% ( c ) = min{ μa% ( a ), μb% ( b )} .

The problem becomes
904 Youness, E. A. and Mekawy, I. M.

⎧ min Re ( c , x 0 )
⎪
⎨ s. t
⎪ α − μ ( c ) ≤ 0,
⎩ c%

where μc% ( c ) = min ( μa% ( a ), μb% ( b ) ) , α = ( α1 , α 2 ) , μa% ( a ) ≥ α1 , μb% ( b ) ≥ α 2 .

We can define the following problems:
1- The minimization problem ( MP ).
⎧ Find c * ∈ Lα , if it exists, such that
⎪
MP ⎨
⎪⎩ Re ( c , x ) = cmin
* 0
Re ( c , x 0 ), c * ∈ Lα = { c : α − μc% ( c ) ≤ 0}.
∈Lα

2- The local minimization problem ( L M P )

⎧ Find an c * in Lα , if it exists, such that for some open ball B δ ( c * )
⎪⎪
LMP ⎨ around c * with radius δ >0
⎪
⎪⎩ c ∈ B δ ( c ) I Lα ⇒ Re ( c , x ) ≤ Re ( c , x )
* * 0 0

3- The Kuhn-Tucker stationary-point problem ( KTP ) : Find c* ∈ Lα , u * ∈ R m , if they

exist, such that
⎧ ψ ( c * , u ) = Re ( c * , x 0 ) + u α − u μc% ( c * ) ,
⎪
⎪ ∇c ψ ( c * , u * ) = 0 ⇒ Re ∇c ( c * , x 0 ) − u * ∇c μc% ( c * ) = 0,
⎪⎪
KTP ⎨ ∇u ψ ( c * , u * ) ≤ 0 ⇒ α − μc% ( c * ) ≤ 0 ,
⎪ *
⎪ u ∇u ψ ( c , u ) = 0 ⇒ u * [ α − μc% ( c * ) ] = 0,
* *

⎪u* ≥ 0
⎪⎩
In the following, we introduce some constraint qualifications, which, we need it in
our study, see [8]
1- Slater's Constraint Qualification.
Let Lα be a convex set in C n , and μc% ( c ) be concave on Lα .
α − μc% ( c ) ≤ 0 is said to satisfy slater's constraint qualification if there exists an
c * ∈ Lα such that α − μc% ( c * ) < 0 .
2- Karlin's Constraint Qualification.
Let Lα be a convex set in C n , and μc% ( c ) is concave on Lα .
α − μc% ( c ) ≤ 0 is said to satisfy Karlin's constraint qualification if there exists no
P ∈ R , P ≥ 0 such that P α − P μc% ( c ) ≥ 0 for all c ∈ Lα .
3- The Strict Constraint Qualification.
Let Lα be a convex set in C n , and μc% ( c ) is concave on Lα .
α − μc% ( c ) ≤ 0 is said to satisfy strict constraint qualification if α − μc% ( c ) is strictly
convex at distinct points c 1 , c 2 ∈ Lα .
4- The Kuhn-Tucker Constraint Qualification.
Let Lα be an open set in C n , and μc% ( c ) defined on Lα , α − μc% ( c ) ≤ 0 is said to
satisfy the Kuhn-Tucker constraint qualification at c * ∈ Lα if α − μc% ( c ) is
Fuzzy complex linear programming problems 905

differentiable at c * and if y ∈ C n , ∇c μc% ( c ) ⋅ Re y ≤ 0 implies there exists an n-

dimensional vector function e defined on the interval [ 0, 1] such that
(a) e ( 0 ) = c * ,
(b) e ( τ ) ∈ Lα for 0 ≤ τ ≤ 1 ,
d
(c) e is differentiable at τ = 0 and ( e ( 0 ) ) = λ y for some λ > 0 .
dτ
5- The Arrow-Hurwicz- Uzawa Constraint Qualification.
Let Lα be an open set in C n , and μc% ( c ) defined on Lα , α − μc% ( c ) is said to satisfy
the Arrow-Hurwicz-Uzawa constraint qualification at c * ∈ Lα if α − μc% ( c ) is
differentiable at c * and if ∇c μc% ( c ) Re z has a solution z ∈ C n .
6- The Reverse Convex Constraint Qualification.
Let Lα be an open set in C n , and α − μc% ( c ) defined on Lα , α − μc% ( c ) is said to
satisfy the Arrow-Hurwicz-Uzawa constraint qualification at c * ∈ Lα if
α − μc% ( c ) is differentiable at c * , and either α − μc% ( c ) is concave at c * or
α − μc% ( c ) is linear in R n .
Theorem 4.2. Let Lα be an open subset of C n , let Re ( c , x 0 ) be convex and μc% ( c )
be concave on Lα , c * ∈ Lα solve the problem
min Re ( c , x 0 )
s. t.
c ∈ Lα = { c : α − μc% ( c ) ≤ 0} ,
and let Re ( c , x 0 ) and α − μc% ( c ) be differentiable at c * and let α − μc% ( c ) satisfies one
of the constraint qualification 1-6. Then, there exists a u * ∈ R such that ( c * , u * )
satisfies:
Re ∇c ( c * , x 0 ) − u * ∇c μc% ( c * ) = 0 , and
u * [ α − μc% ( c * ) ] = 0 .
Proof: Let c * solve LMP with δ = δˆ . If α − μc% ( c * ) < 0 , then, for y ∈ C n , y T y = 1 , we
have:
α − μc% ( c * + δ y ) = α − μc% ( c * ) − δ [ ∇ μc% ( c * ) y + β ( c * , δ y ) ]
⇒ μc% ( c * + δ y ) − μc% ( c * ) = δ [ ∇c μc% ( c * ) y + β ( c * , δ y ) ]
Since α − μc% ( c * ) < 0 and lim β ( c * , δ y ) = 0 ,
δ →0

0 < δ < δˆ < δ , α − μc% ( c * + δ y ) < 0

and c * + δ y ∈ Lα . But c * solves LMP , so
0 ≤ Re ( c * + δ y , x 0 ) − Re ( c * , x 0 ) = δ [ Re ∇c ( c * , x 0 ) y + β ( c * , δ y )
for 0 < δ < δˆ . Hence
Re ∇c ( c * , x 0 ) y + β ( c * , δ y ) ≥ 0 .
Since lim β ( c * , δ y ) = 0 , Re ∇c ( c * , x 0 ) y ≥ 0 .
δ →0
906 Youness, E. A. and Mekawy, I. M.

Since y is an arbitrary vector in C n satisfying y T y = 1 we conclude from this last

inequality, by taking y = ± e i , where e i ∈ C n is a vector with one in the ith position
and zero elsewhere, that
Re ∇c ( c * , x 0 ) = 0 .
Hence c * and u * = 0 satisfy that
Re ∇c ( c * , x 0 ) − u * ∇c ( c * , x 0 ) = 0 , and
u * [ α − μc% ( c * ) ] = 0 .
If α − μc% ( c * ) = 0 . Let α − μc% ( c ) satisfy the Kuhn-Tucker constraint qualification at
c * , and let y ∈ C n satisfy
−∇c ( c * ) Re y ≤ 0 ,
there exists an n-dimensional vector function e defined on [ 0, 1] such that
e ( 0 ) = c * , e ( τ ) ∈ Lα for 0 ≤ τ ≤ 1 ,
d (e ( 0 ) )
e is differentiable at τ = 0 , and = λ Re y for some λ > 0 . Hence for 0 ≤ τ ≤ 1
dt
⎡ d ei ( 0 ) ⎤
ei ( τ ) = ei ( 0 ) + τ ⎢ + γ i ( 0, τ ) ⎥ for i = 1, ..., n .
⎣ d τ ⎦
where lim γ i ( 0, τ ) = 0 . Hence by taking τ small enough, say 0 < τ < τˆ < 1 , we have
τ →0

that e ( τ ) ∈ B δ ( c * ) since e ( τ ) ∈ Lα , for 0 ≤ τ ≤ 1 and c * solves LMP, we have that

Re ( e ( τ ), x 0 ) ≥ Re ( e ( 0 ), x 0 ) for 0 < τ < τˆ .
Hence by the chain rule and the differentiability of Re ( c , x 0 ) at c * , we have for
0 < τ < τˆ that
d e (0 )
0 ≤ Re ( e ( τ ), x 0 ) − Re ( e ( 0 ), x 0 ) = Re ∇ ( e ( 0 ), x 0 ) τ + β ( 0, τ ) τ ,
dτ
where lim β ( 0, τ ) = 0 . Hence
τ →0
d e (0)
Re ∇ ( e ( 0 ), x 0 ) + β ( 0, τ ) ≥ 0 for 0 < τ < τˆ .
dτ
Taking the lim as τ approaches zero gives
d e (0)
Re ∇ ( e ( 0 ), x 0 ) ≥0.
dτ
d e (0)
Since e ( 0 ) = c * and = λ Re y for some λ > 0 , we have that:
dτ
Re ( ∇c ( c * , x 0 ) y ) ≥ 0 .
Hence, w have shown that if
Re ( − ∇c μc% ( c * ) y ) ≤ 0 ⇒ Re ( ∇c ( c * , x 0 ) y ) ≥ 0 ,
or that
Re ( ∇c ( c * , x 0 ) y ) < 0
has no solution y ∈ C n .
Re ( − ∇c μc% ( c ) y ) ≤ 0
*
Fuzzy complex linear programming problems 907

Hence by Motzkin's theorem of alternative in [7], there exists an r0* and r * such that
r*
r0* Re ∇c ( c * , x 0 ) − r * ∇c μc% ( c * ) = 0 , or Re ∇c ( c * , x 0 ) − ∇c μc% ( c * ) = 0 ,
r0*
r0* ≥ 0, r * ≥ 0 . Since r0* is a real number, r0* ≥ 0 means r0* > 0 , then by defining
r*
u* = , we have that
r0*
Re ∇c ( c * , x 0 ) − u * ∇c μc% ( c * ) = 0 , and
u ( α − μc% ( c ) ) = 0 .
* *

5. Conclusions
In this work, we can find a certain kind of mathematical programming problems
called fuzzy complex linear programming by using the concept of fuzzy complex
number in complex mathematical programming and α -cut of a fuzzy complex
number. Also, we introduce the proof of Kuhn-Tucker stationary-point necessary
optimality theorem for our problem.

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Received: October, 2011